+4.6%
CMCSA vs CHRW
+170.5%
-166.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.7% |
| 7D | -8.3% | +4.1% | -12.3% | -9.2% |
| 30D | -2.4% | +1.9% | -4.3% | -3.0% |
| 3M | +4.5% | -21.2% | +25.7% | +10.2% |
| 6M | -18.8% | -16.7% | -2.1% | -16.0% |
| YTD | -8.9% | -5.4% | -3.6% | -10.0% |
| 1Y | -18.3% | +21.2% | -39.5% | -25.8% |
| 3Y | -35.0% | +86.5% | -121.4% | -49.8% |
| 5Y | -48.2% | +93.0% | -141.2% | -62.0% |
| 10Y | +4.6% | +174.5% | -170.0% | -37.7% |
| All | +4.6% | +170.5% | -166.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling